Mladen Savov

collaborators

3 papers

math.PR2026

Recent developments in exponential functionals of LÃ©vy processes

Martin Minchev, Mladen Savov

This survey aims to review two decades of progress on exponential functionals of (possibly killed) real-valued LÃ©vy processes. Since the publication of the seminal survey by Berto…

math.PR2025

Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of LÃ©vy processes

Martin Minchev, Mladen Savov

Let $I^¾$ be a LÃ©vy process and $I_{I^} ¾ (t) := \int_{0}^{t} e^{- I^¾_{s}} d s$ , $t \geq 0,$ be the exponential functional of LÃ©vy processes on deterministic horizon. Given that $\lim_{…

math.PR2025

On the probability of n equidistant points in high-dimensional lattices

Stefan Gerdjikov, Martin Minchev, Mladen Savov

Consider $n$ $d$ -dimensional vectors with iid entries from a lattice distribution $X$ . We show that the probability that all distances between them are equal is asymptotically \[ C…